WH - Detail Report

Quick Overview

Timeframe	C-C DoR σ (Historical)	H-L DoR σ (Historical)	O-C DoR σ (Historical)	5Y ATRP (Avg)	Binomial IV (Period)	Yahoo IV (Period)	1σ Lower (68.27%)	1σ Upper	2σ Lower (95.45%)	2σ Upper
Daily	2.27%	2.51%	1.86%	2.61%	2.46%	2.90%	76.26	80.11	74.40	82.11
Weekly	4.82%	7.33%	5.09%	5.94%	5.43%	6.38%	74.03	82.52	70.12	87.12
Monthly	9.02%	27.21%	10.20%	12.56%	11.29%	13.27%	69.81	87.50	62.36	97.97
Quarterly	13.80%	53.43%	15.34%	21.14%	19.56%	22.99%	64.27	95.05	52.85	115.58
Annual	—	—	—	—	39.12%	45.97%	52.85	115.58	35.74	170.92
Option Time Horizon	—	—	—	—	14.77%	17.35%	67.43	90.60	58.17	105.01

Calculation Notes: Computed at 2026-03-23T16:36 UTC | Reference Contract: Call option expiring 2026-05-15 (52 days) | Spot Price (S): $78.16 | Strike (K): $80.00 (first OTM call ≥ spot) | Observed Mid-Price: $3.9000 (Bid $3.1000 / Ask $4.7000) | Risk-Free Rate (r): 3.73% (1-Month CMT, US Treasury) | Dividend Yield (q): 2.15% | Binomial IV (Annual): 39.12% (CRR binomial tree, American, n=20 steps) | BS IV: 39.52% (European Black-Scholes) | Yahoo IV (Annual): 45.97% → period-scaled as σ_period = σ_annual·√h | Price bands: Upper = S·e^+σ√h, Lower = S·e^−σ√h

Historical Dividend Payouts

Ex-Dividend Date	Amount
2026-03-20	$0.4300
2025-12-15	$0.4100
2025-09-15	$0.4100
2025-06-13	$0.4100
2025-03-17	$0.4100
2024-12-13	$0.3800
2024-09-13	$0.3800
2024-06-14	$0.3800
2024-03-14	$0.3800
2023-12-12	$0.3500
2023-09-12	$0.3500
2023-06-13	$0.3500
2023-03-14	$0.3500
2022-12-13	$0.3200
2022-09-13	$0.3200
2022-06-14	$0.3200
2022-03-18	$0.3200
2021-12-14	$0.3200
2021-09-14	$0.2400
2021-06-15	$0.1600
2021-03-16	$0.1600
2020-12-14	$0.0800
2020-09-14	$0.0800
2020-06-12	$0.0800
2020-03-12	$0.3200
2019-12-12	$0.2900
2019-09-12	$0.2900
2019-06-13	$0.2900
2019-03-14	$0.2900
2018-12-13	$0.2500
2018-09-13	$0.2500
2018-06-14	$0.2500

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.08. Further, an Excess Kurtosis of 13.61 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -6.75%	11	0.56%	0.56%
-6.75% to -5.05%	15	0.76%	1.32%
-5.05% to -3.35%	52	2.64%	3.96%
-3.35% to -1.65%	213	10.82%	14.79%
-1.65% to 0.04%	736	37.40%	52.18%
0.04% to 1.74%	635	32.27%	84.45%
1.74% to 3.44%	219	11.13%	95.58%
3.44% to 5.14%	61	3.10%	98.68%
5.14% to 6.84%	9	0.46%	99.14%
Greater than 6.84%	17	0.86%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-2.22%	2.31%	80.74%	68.27%
±2σ	-4.49%	4.58%	95.93%	95.45%
±3σ	-6.75%	6.84%	98.58%	99.73%

Descriptive Statistics

Mean	0.045%
Standard Error	0.051%
Median	-0.016%
Mode	0.000%
Standard Deviation	2.266%
Sample Variance	5.136%
Kurtosis	13.61
Skewness	-0.08
Range	39.698%
Minimum	-21.403%
Maximum	18.295%
Count	1968

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.591%	961	48.83%	0.777%
Negative	-1.457%	989	50.25%	-0.732%
Zero	0.000%	18	0.92%	0.000%

Average True Range Percentage (ATRP)

Trading Days	Horizon	Average Daily True Range %
5	1 Week	3.33%
20	1 Month	3.49%
60	1 Quarter	3.37%
250	1 Year	3.00%
750	3 Years	2.44%
1,250	5 Years	2.61%
2,500	10 Years	2.96%
5,000	20 Years	2.96%
12,500	50 Years	2.96%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 13.21. Further, an Excess Kurtosis of 316.88 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -4.71%	0	0.00%	0.00%
-4.71% to -2.82%	0	0.00%	0.00%
-2.82% to -0.94%	0	0.00%	0.00%
-0.94% to 0.95%	32	1.63%	1.63%
0.95% to 2.83%	1268	64.40%	66.02%
2.83% to 4.71%	492	24.99%	91.01%
4.71% to 6.60%	103	5.23%	96.24%
6.60% to 8.48%	42	2.13%	98.37%
8.48% to 10.37%	12	0.61%	98.98%
Greater than 10.37%	20	1.02%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	0.32%	5.34%	93.55%	68.27%
±2σ	-2.19%	7.86%	97.92%	95.45%
±3σ	-4.71%	10.37%	98.98%	99.73%

Descriptive Statistics

Mean	2.831%
Standard Error	0.057%
Median	2.311%
Mode	1.935%
Standard Deviation	2.512%
Sample Variance	6.310%
Kurtosis	316.88
Skewness	13.21
Range	71.992%
Minimum	0.560%
Maximum	72.552%
Count	1969

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	2.831%	1969	100.00%	2.831%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Right Skewed (Positive Asymmetry) with a Skewness factor of 0.71. Further, an Excess Kurtosis of 7.67 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -5.54%	6	0.30%	0.30%
-5.54% to -4.14%	21	1.07%	1.37%
-4.14% to -2.75%	65	3.30%	4.67%
-2.75% to -1.35%	276	14.02%	18.69%
-1.35% to 0.05%	624	31.69%	50.38%
0.05% to 1.44%	643	32.66%	83.04%
1.44% to 2.84%	239	12.14%	95.18%
2.84% to 4.24%	55	2.79%	97.97%
4.24% to 5.64%	25	1.27%	99.24%
Greater than 5.64%	15	0.76%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-1.82%	1.91%	76.99%	68.27%
±2σ	-3.68%	3.77%	95.28%	95.45%
±3σ	-5.54%	5.64%	98.93%	99.73%

Descriptive Statistics

Mean	0.047%
Standard Error	0.042%
Median	0.035%
Mode	0.000%
Standard Deviation	1.863%
Sample Variance	3.472%
Kurtosis	7.67
Skewness	0.71
Range	26.775%
Minimum	-11.462%
Maximum	15.313%
Count	1969

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	1.328%	1000	50.79%	0.674%
Negative	-1.285%	961	48.81%	-0.627%
Zero	0.000%	8	0.41%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.33. Further, an Excess Kurtosis of 7.00 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -14.24%	3	0.73%	0.73%
-14.24% to -10.63%	7	1.71%	2.44%
-10.63% to -7.02%	8	1.96%	4.40%
-7.02% to -3.40%	46	11.25%	15.65%
-3.40% to 0.21%	136	33.25%	48.90%
0.21% to 3.82%	145	35.45%	84.35%
3.82% to 7.43%	43	10.51%	94.87%
7.43% to 11.05%	16	3.91%	98.78%
11.05% to 14.66%	3	0.73%	99.51%
Greater than 14.66%	2	0.49%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.61%	5.03%	77.02%	68.27%
±2σ	-9.43%	9.84%	95.60%	95.45%
±3σ	-14.24%	14.66%	98.78%	99.73%

Descriptive Statistics

Mean	0.209%
Standard Error	0.238%
Median	0.307%
Mode	-0.868%
Standard Deviation	4.817%
Sample Variance	23.207%
Kurtosis	7.00
Skewness	-0.33
Range	57.447%
Minimum	-29.680%
Maximum	27.767%
Count	409

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.212%	224	54.77%	1.759%
Negative	-3.427%	185	45.23%	-1.550%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Weeks	Horizon	Average Weekly True Range %
4	1 Month	7.67%
12	1 Quarter	7.37%
52	1 Year	6.86%
156	3 Years	5.48%
260	5 Years	5.94%
520	10 Years	6.79%
1,040	20 Years	6.79%
2,600	50 Years	6.79%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 9.35. Further, an Excess Kurtosis of 126.29 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -14.82%	0	0.00%	0.00%
-14.82% to -9.32%	0	0.00%	0.00%
-9.32% to -3.82%	0	0.00%	0.00%
-3.82% to 1.68%	0	0.00%	0.00%
1.68% to 7.18%	280	68.29%	68.29%
7.18% to 12.68%	96	23.41%	91.71%
12.68% to 18.18%	21	5.12%	96.83%
18.18% to 23.68%	7	1.71%	98.54%
23.68% to 29.18%	2	0.49%	99.02%
Greater than 29.18%	4	0.98%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-0.15%	14.52%	93.90%	68.27%
±2σ	-7.49%	21.85%	98.05%	95.45%
±3σ	-14.82%	29.18%	99.02%	99.73%

Descriptive Statistics

Mean	7.181%
Standard Error	0.362%
Median	5.686%
Mode	2.951%
Standard Deviation	7.334%
Sample Variance	53.789%
Kurtosis	126.29
Skewness	9.35
Range	114.867%
Minimum	1.823%
Maximum	116.690%
Count	410

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.181%	410	100.00%	7.181%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.60. Further, an Excess Kurtosis of 21.39 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -14.98%	0	0.00%	0.00%
-14.98% to -11.17%	5	1.22%	1.22%
-11.17% to -7.35%	11	2.68%	3.90%
-7.35% to -3.53%	50	12.20%	16.10%
-3.53% to 0.29%	157	38.29%	54.39%
0.29% to 4.10%	128	31.22%	85.61%
4.10% to 7.92%	39	9.51%	95.12%
7.92% to 11.74%	11	2.68%	97.80%
11.74% to 15.56%	6	1.46%	99.27%
Greater than 15.56%	3	0.73%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-4.80%	5.38%	79.76%	68.27%
±2σ	-9.89%	10.47%	96.10%	95.45%
±3σ	-14.98%	15.56%	99.27%	99.73%

Descriptive Statistics

Mean	0.287%
Standard Error	0.251%
Median	0.037%
Mode	-5.715%
Standard Deviation	5.090%
Sample Variance	25.912%
Kurtosis	21.39
Skewness	2.60
Range	63.001%
Minimum	-14.239%
Maximum	48.762%
Count	410

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	3.564%	206	50.24%	1.791%
Negative	-3.022%	204	49.76%	-1.504%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.35. Further, an Excess Kurtosis of 3.24 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -26.20%	1	1.06%	1.06%
-26.20% to -19.44%	0	0.00%	1.06%
-19.44% to -12.68%	2	2.13%	3.19%
-12.68% to -5.91%	13	13.83%	17.02%
-5.91% to 0.85%	33	35.11%	52.13%
0.85% to 7.62%	29	30.85%	82.98%
7.62% to 14.38%	11	11.70%	94.68%
14.38% to 21.14%	2	2.13%	96.81%
21.14% to 27.91%	3	3.19%	100.00%
Greater than 27.91%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-8.17%	9.87%	76.60%	68.27%
±2σ	-17.19%	18.89%	93.62%	95.45%
±3σ	-26.21%	27.91%	98.94%	99.73%

Descriptive Statistics

Mean	0.852%
Standard Error	0.930%
Median	0.627%
Mode	-37.656%
Standard Deviation	9.019%
Sample Variance	81.344%
Kurtosis	3.24
Skewness	-0.35
Range	61.421%
Minimum	-37.656%
Maximum	23.765%
Count	94

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.118%	49	52.13%	3.710%
Negative	-5.970%	45	47.87%	-2.858%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Months	Horizon	Average Monthly True Range %
3	1 Quarter	15.89%
12	1 Year	13.18%
36	3 Years	11.60%
60	5 Years	12.56%
120	10 Years	14.75%
240	20 Years	14.75%
600	50 Years	14.75%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 8.33. Further, an Excess Kurtosis of 75.71 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -63.78%	0	0.00%	0.00%
-63.78% to -43.37%	0	0.00%	0.00%
-43.37% to -22.96%	0	0.00%	0.00%
-22.96% to -2.56%	0	0.00%	0.00%
-2.56% to 17.85%	72	75.79%	75.79%
17.85% to 38.26%	19	20.00%	95.79%
38.26% to 58.67%	2	2.11%	97.89%
58.67% to 79.08%	1	1.05%	98.95%
79.08% to 99.49%	0	0.00%	98.95%
Greater than 99.49%	1	1.05%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.36%	45.06%	96.84%	68.27%
±2σ	-36.57%	72.28%	98.95%	95.45%
±3σ	-63.78%	99.49%	98.95%	99.73%

Descriptive Statistics

Mean	17.853%
Standard Error	2.792%
Median	13.197%
Mode	4.809%
Standard Deviation	27.211%
Sample Variance	740.440%
Kurtosis	75.71
Skewness	8.33
Range	261.398%
Minimum	4.809%
Maximum	266.207%
Count	95

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	17.853%	95	100.00%	17.853%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 2.15. Further, an Excess Kurtosis of 12.99 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -30.34%	0	0.00%	0.00%
-30.34% to -22.69%	0	0.00%	0.00%
-22.69% to -15.04%	5	5.26%	5.26%
-15.04% to -7.40%	10	10.53%	15.79%
-7.40% to 0.25%	35	36.84%	52.63%
0.25% to 7.90%	30	31.58%	84.21%
7.90% to 15.55%	12	12.63%	96.84%
15.55% to 23.20%	2	2.11%	98.95%
23.20% to 30.85%	0	0.00%	98.95%
Greater than 30.85%	1	1.05%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-9.95%	10.45%	83.16%	68.27%
±2σ	-20.14%	20.65%	95.79%	95.45%
±3σ	-30.34%	30.85%	98.95%	99.73%

Descriptive Statistics

Mean	0.253%
Standard Error	1.046%
Median	-0.191%
Mode	-21.718%
Standard Deviation	10.198%
Sample Variance	103.992%
Kurtosis	12.99
Skewness	2.15
Range	83.064%
Minimum	-21.718%
Maximum	61.346%
Count	95

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	7.168%	46	48.42%	3.471%
Negative	-6.238%	49	51.58%	-3.217%
Zero	0.000%	0	0.00%	0.000%

Close-to-Close Returns

Gram-Charlier Analysis: Data reveals Fairly Symmetrical with a Skewness factor of -0.49. Further, an Excess Kurtosis of 0.27 proves the distribution possesses Normal Tails (Mesokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -39.04%	0	0.00%	0.00%
-39.04% to -28.69%	1	3.23%	3.23%
-28.69% to -18.34%	2	6.45%	9.68%
-18.34% to -7.99%	3	9.68%	19.35%
-7.99% to 2.35%	9	29.03%	48.39%
2.35% to 12.70%	8	25.81%	74.19%
12.70% to 23.05%	6	19.35%	93.55%
23.05% to 33.40%	2	6.45%	100.00%
33.40% to 43.75%	0	0.00%	100.00%
Greater than 43.75%	0	0.00%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-11.44%	16.15%	61.29%	68.27%
±2σ	-25.24%	29.95%	96.77%	95.45%
±3σ	-39.04%	43.75%	100.00%	99.73%

Descriptive Statistics

Mean	2.355%
Standard Error	2.478%
Median	2.535%
Mode	-33.507%
Standard Deviation	13.797%
Sample Variance	190.359%
Kurtosis	0.27
Skewness	-0.49
Range	59.473%
Minimum	-33.507%
Maximum	25.966%
Count	31

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	10.721%	19	61.29%	6.571%
Negative	-10.892%	12	38.71%	-4.216%
Zero	0.000%	0	0.00%	0.000%

Average True Range Percentage (ATRP)

Quarters	Horizon	Average Quarterly True Range %
4	1 Year	20.00%
12	3 Years	20.59%
20	5 Years	21.14%
40	10 Years	24.87%
80	20 Years	24.87%
200	50 Years	24.87%

High-to-Low Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 5.32. Further, an Excess Kurtosis of 29.26 proves the distribution possesses Extreme Fat Tails (Frequent Outliers, Leptokurtic).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -125.44%	0	0.00%	0.00%
-125.44% to -85.37%	0	0.00%	0.00%
-85.37% to -45.30%	0	0.00%	0.00%
-45.30% to -5.23%	0	0.00%	0.00%
-5.23% to 34.84%	26	81.25%	81.25%
34.84% to 74.91%	5	15.62%	96.88%
74.91% to 114.98%	0	0.00%	96.88%
114.98% to 155.06%	0	0.00%	96.88%
155.06% to 195.12%	0	0.00%	96.88%
Greater than 195.12%	1	3.12%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-18.58%	88.27%	96.88%	68.27%
±2σ	-72.01%	141.70%	96.88%	95.45%
±3σ	-125.44%	195.12%	96.88%	99.73%

Descriptive Statistics

Mean	34.844%
Standard Error	9.445%
Median	21.369%
Mode	14.500%
Standard Deviation	53.427%
Sample Variance	2854.492%
Kurtosis	29.26
Skewness	5.32
Range	307.259%
Minimum	14.500%
Maximum	321.759%
Count	32

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	34.844%	32	100.00%	34.844%
Negative	0.000%	0	0.00%	0.000%
Zero	0.000%	0	0.00%	0.000%

Open-to-Close Returns

Gram-Charlier Analysis: Data reveals Highly Right Skewed (Extreme Positive Tail Risk) with a Skewness factor of 1.35. Further, an Excess Kurtosis of 2.84 proves the distribution possesses Fat Tails (Higher Outlier Risk).

Bin Distribution Over Raw Range

Bin / Range	Frequency	Prob	Cum. Prob
Less than -45.62%	0	0.00%	0.00%
-45.62% to -34.11%	0	0.00%	0.00%
-34.11% to -22.61%	0	0.00%	0.00%
-22.61% to -11.10%	8	25.00%	25.00%
-11.10% to 0.41%	11	34.38%	59.38%
0.41% to 11.91%	6	18.75%	78.12%
11.91% to 23.42%	5	15.62%	93.75%
23.42% to 34.92%	1	3.12%	96.88%
34.92% to 46.43%	0	0.00%	96.88%
Greater than 46.43%	1	3.12%	100.00%

Standard Deviation Interval Analysis

SD	Lower Bnd	Upper Bnd	Actual %	Normal %
±1σ	-14.93%	15.75%	75.00%	68.27%
±2σ	-30.28%	31.09%	96.88%	95.45%
±3σ	-45.62%	46.43%	96.88%	99.73%

Descriptive Statistics

Mean	0.406%
Standard Error	2.712%
Median	-1.789%
Mode	-19.649%
Standard Deviation	15.341%
Sample Variance	235.341%
Kurtosis	2.84
Skewness	1.35
Range	71.625%
Minimum	-19.649%
Maximum	51.976%
Count	32

Frequency Breakdown

Category	Avg Return	Count	Probability	Freq Adj Return
Positive	13.155%	14	43.75%	5.755%
Negative	-9.510%	18	56.25%	-5.349%
Zero	0.000%	0	0.00%	0.000%

WH Deep Analytical Report